+1,516.3%
FERG vs GPC
+433.9%
+1,082.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | +8.2% | -1.3% | +9.5% | +8.5% |
| 30D | +14.4% | -6.0% | +20.4% | +16.0% |
| 3M | +4.3% | -7.6% | +12.0% | +6.2% |
| 6M | +7.9% | +24.2% | -16.4% | +2.6% |
| YTD | +16.3% | +2.7% | +13.5% | +14.7% |
| 1Y | +2.2% | +0.2% | +2.1% | +1.4% |
| 3Y | +67.3% | -0.8% | +68.0% | +64.8% |
| 5Y | +75.3% | +4.4% | +70.9% | +72.2% |
| 10Y | +421.0% | +74.5% | +346.5% | +375.0% |
| All | +1,516.3% | +433.9% | +1,082.4% | +1,435.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling